+7,716.4%
TPR vs RMBS
+5.1%
+7,711.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -23.0% | -12.2% | -10.8% | -21.5% |
| 3M | -12.5% | -49.5% | +37.1% | -3.4% |
| 6M | -21.4% | -7.1% | -14.3% | -22.9% |
| YTD | -3.5% | -7.0% | +3.5% | -6.2% |
| 1Y | +17.4% | +13.3% | +4.0% | +9.3% |
| 3Y | +291.3% | +49.2% | +242.0% | +234.6% |
| 5Y | +241.9% | +250.0% | -8.0% | +152.3% |
| 10Y | +322.7% | +495.1% | -172.5% | +186.3% |
| All | +7,716.4% | +5.1% | +7,711.3% | +3,890.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling